Two symmetric and computationally efficient Gini correlations

Recommendations

Symmetric Gini covariance and correlation
On the proper bounds of the Gini correlation
Generalized Gini correlation and its application in data-mining
Jackknife empirical likelihood methods for gini correlations and their equality testing
Gini correlation as a measure of monotonicity and two of its usages

Cites work

scientific article; zbMATH DE number 3932217 (Why is no real title available?)
scientific article; zbMATH DE number 3954047 (Why is no real title available?)
scientific article; zbMATH DE number 44885 (Why is no real title available?)
scientific article; zbMATH DE number 125976 (Why is no real title available?)
scientific article; zbMATH DE number 1134711 (Why is no real title available?)
scientific article; zbMATH DE number 814909 (Why is no real title available?)
scientific article; zbMATH DE number 3046348 (Why is no real title available?)
A Computer Method for Calculating Kendall's Tau with Ungrouped Data
A Measure Of Association Based On Gin's Mean Difference
A NEW MEASURE OF RANK CORRELATION
A table of integrals of the Error functions
Approximation Theorems of Mathematical Statistics
Asymptotic Mean and Variance of Gini Correlation for Bivariate Normal Samples
Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model
Concordance and Gini's measure of association
Correlation and dependence
Gini covariance matrix and its affine equivariant version
Influence functions of the Spearman and Kendall correlation measures
Jackknife Empirical Likelihood
Jackknife empirical likelihood methods for gini correlations and their equality testing
Lorenz-generated bivariate Archimedean copulas
On a Measure of Dependence Between two Random Variables
On measures of dependence
On quantifying dependence: a framework for developing interpretable measures
On the problem of estimation for the bivariate lognormal distribution
Robust correlation. Theory and applications
Robust estimation and outlier detection with correlation coefficients
Robustness of the sample correlation -- the bivariate lognormal case
Spearman's footrule and Gini's gamma: a review with complements
Symmetric Gini covariance and correlation
The Gini methodology. A primer on a statistical methodology.
The Influence Curve and Its Role in Robust Estimation
The jackknife and bootstrap
Weighted allocations, their concomitant-based estimators, and asymptotics

Cited in

(7)

Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model
On the proper bounds of the Gini correlation
Asymptotic normality of a modified estimator of Gini distance correlation
Generalized Gini correlation and its application in data-mining
Symmetric Gini covariance and correlation
Correlations in bivariate Pareto distributions
New multivariate Gini's indices

This page was built for publication: Two symmetric and computationally efficient Gini correlations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q830309)